-73.2%
TTD vs BP
+36.8%
-110.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.4% | -5.3% | -2.4% |
| 7D | +1.7% | +0.9% | +0.8% | +2.0% |
| 30D | +1.6% | +9.1% | -7.5% | +3.1% |
| 3M | -27.8% | +3.9% | -31.8% | -26.9% |
| 6M | -52.1% | +13.6% | -65.7% | -50.7% |
| YTD | -63.1% | +34.0% | -97.1% | -61.2% |
| All | -73.2% | +36.8% | -110.1% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling